CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 20-Nov-2017

Day Change Summary
	Previous	Current
	17-Nov-2017	20-Nov-2017	Change	Change %	Previous Week
Open	0.8852	0.8926	0.0074	0.8%	0.8817
High	0.8944	0.8949	0.0005	0.1%	0.8944
Low	0.8849	0.8881	0.0032	0.4%	0.8791
Close	0.8929	0.8885	-0.0044	-0.5%	0.8929
Range	0.0095	0.0068	-0.0028	-28.9%	0.0154
ATR	0.0061	0.0061	0.0000	0.8%	0.0000
Volume	195,218	164,769	-30,449	-15.6%	841,897

Daily Pivots for day following 20-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9107	0.9063	0.8922
R3	0.9040	0.8996	0.8903
R2	0.8972	0.8972	0.8897
R1	0.8928	0.8928	0.8891	0.8917
PP	0.8905	0.8905	0.8905	0.8899
S1	0.8861	0.8861	0.8878	0.8849
S2	0.8837	0.8837	0.8872
S3	0.8770	0.8793	0.8866
S4	0.8702	0.8726	0.8847

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9348	0.9292	0.9013
R3	0.9195	0.9138	0.8971
R2	0.9041	0.9041	0.8957
R1	0.8985	0.8985	0.8943	0.9013
PP	0.8888	0.8888	0.8888	0.8902
S1	0.8831	0.8831	0.8914	0.8860
S2	0.8734	0.8734	0.8900
S3	0.8581	0.8678	0.8886
S4	0.8427	0.8524	0.8844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8949	0.8791	0.0158	1.8%	0.0068	0.8%	59%	True	False	176,229
10	0.8949	0.8760	0.0189	2.1%	0.0057	0.6%	66%	True	False	166,048
20	0.8949	0.8731	0.0218	2.5%	0.0060	0.7%	71%	True	False	164,321
40	0.9004	0.8731	0.0274	3.1%	0.0058	0.7%	56%	False	False	162,256
60	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	24%	False	False	135,525
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.7%	24%	False	False	101,805
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	24%	False	False	81,474
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	24%	False	False	67,903

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9235
2.618	0.9125
1.618	0.9058
1.000	0.9016
0.618	0.8990
HIGH	0.8949
0.618	0.8923
0.500	0.8915
0.382	0.8907
LOW	0.8881
0.618	0.8839
1.000	0.8814
1.618	0.8772
2.618	0.8704
4.250	0.8594

Fisher Pivots for day following 20-Nov-2017
Pivot	1 day	3 day
R1	0.8915	0.8891
PP	0.8905	0.8889
S1	0.8895	0.8887

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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